| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-09-12 | 0.00 | 0.00 | 158.98 | 100.00 | 258.98 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S12S5 | Valor Tecnico | 109.69 | Semana TIR | -14.18% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -33.13% |
| Tipo | Soberano | Paridad | 112.41% | Semestre TIR | S/D |
| País | Argentina | TIR | 35.66% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.83 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.61 | Semana Precio | 4.31% |
| Fecha/Hora | 2024-11-12 17:00:27 | Effective Dur. | 0.22 | Mes Precio | 15.03% |
| Volumen | 6066231720 | Convexidad | 0.83 | Semestre Precio | S/D |
| Precio | 123.30 | Int. Corrido | 9.69 | 1ero Enero Precio | S/D |
| Variación | 1.61% | Cupon | 158.98 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 135.63 | 10.00% | 21.00 | -41.12% |
| 134.40 | 9.00% | 22.33 | -37.38% |
| 133.16 | 8.00% | 23.69 | -33.56% |
| 131.93 | 7.00% | 25.08 | -29.67% |
| 130.70 | 6.00% | 26.50 | -25.70% |
| 129.47 | 5.00% | 27.94 | -21.64% |
| 128.23 | 4.00% | 29.42 | -17.50% |
| 127.00 | 3.00% | 30.93 | -13.26% |
| 125.77 | 2.00% | 32.47 | -8.94% |
| 124.53 | 1.00% | 34.05 | -4.52% |
| 123.30 | 0.00% | 35.66 | 0.00% |
| 122.07 | -1.00% | 37.30 | 4.61% |
| 120.83 | -2.00% | 38.99 | 9.33% |
| 119.60 | -3.00% | 40.71 | 14.16% |
| 118.37 | -4.00% | 42.47 | 19.10% |
| 117.13 | -5.00% | 44.27 | 24.15% |
| 115.90 | -6.00% | 46.11 | 29.32% |
| 114.67 | -7.00% | 48.00 | 34.61% |
| 113.44 | -8.00% | 49.93 | 40.03% |
| 112.20 | -9.00% | 51.91 | 45.58% |
| 110.97 | -10.00% | 53.94 | 51.26% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 38.87 | 9.00% | 120.92 | -1.93% |
| 38.51 | 8.00% | 121.18 | -1.72% |
| 38.16 | 7.00% | 121.44 | -1.51% |
| 37.80 | 6.00% | 121.70 | -1.30% |
| 37.44 | 5.00% | 121.96 | -1.08% |
| 37.09 | 4.00% | 122.23 | -0.87% |
| 36.73 | 3.00% | 122.49 | -0.65% |
| 36.37 | 2.00% | 122.76 | -0.44% |
| 36.02 | 1.00% | 123.03 | -0.22% |
| 35.66 | 0.00% | 123.30 | 0.00% |
| 35.30 | -1.00% | 123.57 | 0.22% |
| 34.95 | -2.00% | 123.84 | 0.44% |
| 34.59 | -3.00% | 124.11 | 0.66% |
| 34.23 | -4.00% | 124.39 | 0.88% |
| 33.88 | -5.00% | 124.67 | 1.11% |
| 33.52 | -6.00% | 124.94 | 1.33% |
| 33.16 | -7.00% | 125.22 | 1.56% |
| 32.81 | -8.00% | 125.50 | 1.79% |
| 32.45 | -9.00% | 125.78 | 2.01% |
| Desarrollo TIR 35.66% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-12 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395/100)^((359/360) x 12) - 1) x 100.00]/[(1+35.66)^(300/360)] | 45.74 | i |
| 2025-09-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.66)^(300/360)] | 77.56 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-12 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.0395/100)^((359/360) x 12)-1] x (59/359) | 9.69 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-09-12 | (Dias para cupon / Dias Año) | (300 / 360) | 0.83 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.66)^(300/360)]+[((1+0.0395/100)^((359/360) x 12) - 1) x 100.00]/[(1+35.66)^(300/360)] | 123.30 | 1.00 | 0.83 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.83 | 0.83 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.83)/(1 + 35.66/100) | 0.61 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (123.03 - 123.57 )/( 2 x 123.3 x 0.01) | 0.22 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-09-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (300 / 360) ^ 2 + (300 / 360) | 1.53 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.66)^(300/360)]+[((1+0.0395/100)^((359/360) x 12) - 1) x 100.00]/[(1+35.66)^(300/360)] | 123.30 | 188.37 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [123.3 x ((1 + 35.6576875) ^ 2)]] x 188.37] | 0.83 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-09-12 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM: 3.95% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, la que será determinada en la licitación | ||
| ISIN | AR0574478217 |